I wouldn't say it's a must, but the parachute would be pretty cool to see, and it's not zany or anything. The shield and the dome require the webbing to harden, and Spider-Man has been able to make those because until recently, he hasn't been using actual spider silk. Wouldn't work in the movie. His comic book formula only mimics some of the abilities of spider silk but has its own properties. The parachute could work though, he'd just need a lot of surface area quickly. Nothing fancy like a real parachute with all the ropes, just a whole lot of webbing that he grabs onto that catches some air. He could get knocked off Harry's glider from really high up if they've been fighting over water or low, flat ground and that's why he needs to make one.